Phase-Type Distributions and Optimal Stopping for Autoregressive Processes (Q5388738)
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scientific article; zbMATH DE number 6026099
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Phase-Type Distributions and Optimal Stopping for Autoregressive Processes |
scientific article; zbMATH DE number 6026099 |
Statements
Phase-Type Distributions and Optimal Stopping for Autoregressive Processes (English)
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20 April 2012
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autoregressive processes
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threshold time
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phase-type innovation
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optimal stopping
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0.84005725
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0.7776308
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0.77373284
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0.75732154
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0.7564058
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0.75129247
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